Ishares Core Sp Etf Performance
| XUS Etf | CAD 52.62 0.12 0.23% |
The etf retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Core is expected to be smaller as well.
Risk-Adjusted Performance
21 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Core SP are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, IShares Core may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| In Threey Sharp Ratio | 0.73 |
IShares |
IShares Core Relative Risk vs. Return Landscape
If you would invest 4,652 in iShares Core SP on September 3, 2024 and sell it today you would earn a total of 610.00 from holding iShares Core SP or generate 13.11% return on investment over 90 days. iShares Core SP is generating 0.1953% of daily returns assuming 0.7247% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than IShares Core, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IShares Core Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Core's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Core SP, and traders can use it to determine the average amount a IShares Core's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2694
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | XUS | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average IShares Core is performing at about 21% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares Core by adding it to a well-diversified portfolio.
IShares Core Fundamentals Growth
IShares Etf prices reflect investors' perceptions of the future prospects and financial health of IShares Core, and IShares Core fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on IShares Etf performance.
| Price To Earning | 19.06 X | |||
| Price To Book | 2.68 X | |||
| Price To Sales | 1.87 X | |||
| Total Asset | 1.99 B | |||
About IShares Core Performance
By examining IShares Core's fundamental ratios, stakeholders can obtain critical insights into IShares Core's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that IShares Core is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The investment seeks to replicate, net of expenses, the performance of the SP 500 Index. ISHARES CORE is traded on Toronto Stock Exchange in Canada.| The fund keeps 99.54% of its net assets in stocks |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in iShares Core SP. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.